+560.7%
NVS vs VT
+346.0%
+214.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.1% | -2.3% | +3.4% | +2.4% |
| 30D | +13.4% | -5.0% | +18.4% | +16.5% |
| 3M | +5.4% | -4.9% | +10.3% | +8.2% |
| 6M | +9.6% | -1.5% | +11.1% | +10.1% |
| YTD | +21.5% | +8.5% | +13.0% | +15.8% |
| 1Y | +32.3% | +11.4% | +21.0% | +24.4% |
| 3Y | +92.9% | +70.1% | +22.9% | +42.6% |
| 5Y | +134.3% | +53.7% | +80.6% | +80.9% |
| 10Y | +272.3% | +220.0% | +52.3% | +89.6% |
| All | +560.7% | +346.0% | +214.6% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling